SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	385.89	386.82	0.93	0.2%	405.05
High	389.49	396.47	6.98	1.8%	407.45
Low	383.71	386.29	2.58	0.7%	384.32
Close	389.28	396.11	6.83	1.8%	385.91
Range	5.78	10.18	4.40	76.1%	23.13
ATR	6.59	6.85	0.26	3.9%	0.00
Volume	172,996,900	143,753,900	-29,243,000	-16.9%	557,217,308

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	423.50	419.98	401.71
R3	413.32	409.80	398.91
R2	403.14	403.14	397.98
R1	399.62	399.62	397.04	401.38
PP	392.96	392.96	392.96	393.84
S1	389.44	389.44	395.18	391.20
S2	382.78	382.78	394.24
S3	372.60	379.26	393.31
S4	362.42	369.08	390.51

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.95	447.06	398.63
R3	438.82	423.93	392.27
R2	415.69	415.69	390.15
R1	400.80	400.80	388.03	396.68
PP	392.56	392.56	392.56	390.50
S1	377.67	377.67	383.79	373.55
S2	369.43	369.43	381.67
S3	346.30	354.54	379.55
S4	323.17	331.41	373.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	396.47	380.65	15.82	4.0%	8.19	2.1%	98%	True	False	162,742,381
10	407.45	380.65	26.80	6.8%	7.09	1.8%	58%	False	False	127,163,020
20	412.91	380.65	32.26	8.1%	5.77	1.5%	48%	False	False	108,507,450
40	418.31	380.65	37.66	9.5%	5.80	1.5%	41%	False	False	94,222,035
60	418.31	374.77	43.54	11.0%	5.82	1.5%	49%	False	False	88,356,790
80	418.31	374.77	43.54	11.0%	5.85	1.5%	49%	False	False	86,746,083
100	418.31	363.54	54.77	13.8%	6.09	1.5%	59%	False	False	87,958,144
120	418.31	348.11	70.20	17.7%	6.58	1.7%	68%	False	False	90,357,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	439.74
2.618	423.12
1.618	412.94
1.000	406.65
0.618	402.76
HIGH	396.47
0.618	392.58
0.500	391.38
0.382	390.18
LOW	386.29
0.618	380.00
1.000	376.11
1.618	369.82
2.618	359.64
4.250	343.03

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	394.53	394.10
PP	392.96	392.10
S1	391.38	390.09

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols